In
statistics
Statistics (from German language, German: ', "description of a State (polity), state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of data. In applying statistics to a s ...
, as opposed to its general
use in mathematics, a parameter is any quantity of a
statistical population that summarizes or describes an aspect of the population, such as a
mean or a
standard deviation
In statistics, the standard deviation is a measure of the amount of variation of the values of a variable about its Expected value, mean. A low standard Deviation (statistics), deviation indicates that the values tend to be close to the mean ( ...
. If a population exactly follows a known and defined distribution, for example the
normal distribution
In probability theory and statistics, a normal distribution or Gaussian distribution is a type of continuous probability distribution for a real-valued random variable. The general form of its probability density function is
f(x) = \frac ...
, then a small set of parameters can be measured which provide a comprehensive description of the population and can be considered to define a
probability distribution
In probability theory and statistics, a probability distribution is a Function (mathematics), function that gives the probabilities of occurrence of possible events for an Experiment (probability theory), experiment. It is a mathematical descri ...
for the purposes of extracting
samples from this population.
A "parameter" is to a
population
Population is a set of humans or other organisms in a given region or area. Governments conduct a census to quantify the resident population size within a given jurisdiction. The term is also applied to non-human animals, microorganisms, and pl ...
as a "
statistic
A statistic (singular) or sample statistic is any quantity computed from values in a sample which is considered for a statistical purpose. Statistical purposes include estimating a population parameter, describing a sample, or evaluating a hypot ...
" is to a
sample; that is to say, a parameter describes the true value calculated from the full population (such as the
population mean), whereas a statistic is an estimated measurement of the parameter based on a sample (such as the
sample mean, which is the mean of gathered data per sampling, called sample). Thus a "statistical parameter" can be more specifically referred to as a population parameter.
[.][Everitt, B. S.; Skrondal, A. (2010), ''The Cambridge Dictionary of Statistics'', ]Cambridge University Press
Cambridge University Press was the university press of the University of Cambridge. Granted a letters patent by King Henry VIII in 1534, it was the oldest university press in the world. Cambridge University Press merged with Cambridge Assessme ...
.
Discussion
Parameterised distributions
Suppose that we have an
indexed family
In mathematics, a family, or indexed family, is informally a collection of objects, each associated with an index from some index set. For example, a family of real numbers, indexed by the set of integers, is a collection of real numbers, wher ...
of distributions. If the index is also a parameter of the members of the family, then the family is a
parameterized family. Among
parameterized families of distributions are the
normal distribution
In probability theory and statistics, a normal distribution or Gaussian distribution is a type of continuous probability distribution for a real-valued random variable. The general form of its probability density function is
f(x) = \frac ...
s, the
Poisson distributions, the
binomial distribution
In probability theory and statistics, the binomial distribution with parameters and is the discrete probability distribution of the number of successes in a sequence of statistical independence, independent experiment (probability theory) ...
s, and the
exponential family of distributions. For example, the family of
normal distribution
In probability theory and statistics, a normal distribution or Gaussian distribution is a type of continuous probability distribution for a real-valued random variable. The general form of its probability density function is
f(x) = \frac ...
s has two parameters, the
mean and the
variance
In probability theory and statistics, variance is the expected value of the squared deviation from the mean of a random variable. The standard deviation (SD) is obtained as the square root of the variance. Variance is a measure of dispersion ...
: if those are specified, the distribution is known exactly. The family of
chi-squared distributions can be indexed by the number of
degrees of freedom
In many scientific fields, the degrees of freedom of a system is the number of parameters of the system that may vary independently. For example, a point in the plane has two degrees of freedom for translation: its two coordinates; a non-infinite ...
: the number of degrees of freedom is a parameter for the distributions, and so the family is thereby parameterized.
Measurement of parameters
In
statistical inference, parameters are sometimes taken to be unobservable, and in this case the statistician's task is to estimate or infer what they can about the parameter based on a
random sample of observations taken from the full population. Estimators of a set of parameters of a specific distribution are often measured for a population, under the assumption that the population is (at least approximately) distributed according to that specific probability distribution. In other situations, parameters may be fixed by the nature of the sampling procedure used or the kind of statistical procedure being carried out (for example, the number of degrees of freedom in a
Pearson's chi-squared test). Even if a family of distributions is not specified, quantities such as the
mean and
variance
In probability theory and statistics, variance is the expected value of the squared deviation from the mean of a random variable. The standard deviation (SD) is obtained as the square root of the variance. Variance is a measure of dispersion ...
can generally still be regarded as statistical parameters of the population, and statistical procedures can still attempt to make inferences about such population parameters.
Types of parameters
Parameters are given names appropriate to their roles, including the following:
*
location parameter
In statistics, a location parameter of a probability distribution is a scalar- or vector-valued parameter x_0, which determines the "location" or shift of the distribution. In the literature of location parameter estimation, the probability distr ...
*
dispersion parameter or
scale parameter
*
shape parameter
Where a probability distribution has a domain over a set of objects that are themselves probability distributions, the term ''
concentration parameter'' is used for quantities that index how variable the outcomes would be.
Quantities such as
regression coefficients are statistical parameters in the above sense because they index the family of
conditional probability distributions that describe how the
dependent variables are related to the independent variables.
Examples
During an election, there may be specific percentages of voters in a country who would vote for each particular candidate – these percentages would be statistical parameters. It is impractical to ask every voter before an election occurs what their candidate preferences are, so a sample of voters will be polled, and a statistic (also called an
estimator) – that is, the percentage of the sample of polled voters – will be measured instead. The statistic, along with an estimation of its accuracy (known as its
sampling error), is then used to make inferences about the true statistical parameters (the percentages of all voters).
Similarly, in some forms of testing of manufactured products, rather than destructively testing all products, only a sample of products are tested. Such tests gather statistics supporting an inference that the products meet specifications.
References
{{Statistics, inference